Abn Amro Bank Stock Market Value
| ABMRF Stock | USD 34.53 0.00 0.00% |
| Symbol | ABN |
ABN AMRO 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to ABN AMRO's pink sheet what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of ABN AMRO.
| 12/21/2025 |
| 01/20/2026 |
If you would invest 0.00 in ABN AMRO on December 21, 2025 and sell it all today you would earn a total of 0.00 from holding ABN AMRO Bank or generate 0.0% return on investment in ABN AMRO over 30 days. ABN AMRO is related to or competes with Svenska Handelsbanken, Banco De, First Citizens, Svenska Handelsbanken, China Minsh, Banco Bpm, and Banco De. ABN AMRO Bank N.V. provides various banking products and services to retail, private, and business clients in the Nether... More
ABN AMRO Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure ABN AMRO's pink sheet current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess ABN AMRO Bank upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0575 | |||
| Maximum Drawdown | 11.01 | |||
| Value At Risk | (3.49) | |||
| Potential Upside | 4.66 |
ABN AMRO Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ABN AMRO's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ABN AMRO's standard deviation. In reality, there are many statistical measures that can use ABN AMRO historical prices to predict the future ABN AMRO's volatility.| Risk Adjusted Performance | 0.0796 | |||
| Jensen Alpha | 0.1884 | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | 0.8268 |
ABN AMRO Bank Backtested Returns
ABN AMRO appears to be very steady, given 3 months investment horizon. ABN AMRO Bank secures Sharpe Ratio (or Efficiency) of 0.19, which signifies that the company had a 0.19 % return per unit of return volatility over the last 3 months. We have found eighteen technical indicators for ABN AMRO Bank, which you can use to evaluate the volatility of the entity. Please makes use of ABN AMRO's Variance of 4.44, standard deviation of 2.11, and Mean Deviation of 1.01 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, ABN AMRO holds a performance score of 15. The firm shows a Beta (market volatility) of 0.26, which signifies not very significant fluctuations relative to the market. As returns on the market increase, ABN AMRO's returns are expected to increase less than the market. However, during the bear market, the loss of holding ABN AMRO is expected to be smaller as well. Please check ABN AMRO's standard deviation, maximum drawdown, as well as the relationship between the Maximum Drawdown and kurtosis , to make a quick decision on whether ABN AMRO's price patterns will revert.
Auto-correlation | 0.11 |
Insignificant predictability
ABN AMRO Bank has insignificant predictability. Overlapping area represents the amount of predictability between ABN AMRO time series from 21st of December 2025 to 5th of January 2026 and 5th of January 2026 to 20th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of ABN AMRO Bank price movement. The serial correlation of 0.11 indicates that less than 11.0% of current ABN AMRO price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.11 | |
| Spearman Rank Test | -0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.29 |
ABN AMRO Bank lagged returns against current returns
Autocorrelation, which is ABN AMRO pink sheet's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting ABN AMRO's pink sheet expected returns. We can calculate the autocorrelation of ABN AMRO returns to help us make a trade decision. For example, suppose you find that ABN AMRO has exhibited high autocorrelation historically, and you observe that the pink sheet is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
ABN AMRO regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If ABN AMRO pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ABN AMRO pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ABN AMRO pink sheet over time.
Current vs Lagged Prices |
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ABN AMRO Lagged Returns
When evaluating ABN AMRO's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ABN AMRO pink sheet have on its future price. ABN AMRO autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, ABN AMRO autocorrelation shows the relationship between ABN AMRO pink sheet current value and its past values and can show if there is a momentum factor associated with investing in ABN AMRO Bank.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in ABN Pink Sheet
ABN AMRO financial ratios help investors to determine whether ABN Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in ABN with respect to the benefits of owning ABN AMRO security.